Isotonic L₂-projection test for local monotonicity of a hazard

DOI10.1016/J.JSPI.2012.02.004zbMATH Open1428.62446arXiv1101.3306OpenAlexW2962877325MaRDI QIDQ419258FDOQ419258

Authors: Piet Groeneboom, Geurt Jongbloed 

Publication date: 18 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: We introduce a new test statistic for testing the null hypothesis that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. It is based on a comparison of the empirical distribution function with an isotonic estimate, using the restriction that the hazard is increasing, and measures the excursions of the empirical distribution above the isotonic estimate, due to local non-monotonicity. It is proved in the companion paper Groeneboom and Jongbloed (2011a) that the test statistic is asymptotically normal if the hazard is strictly increasing on the interval [0,a] and certain regularity conditions are satisfied. We discuss a bootstrap method for computing the critical values and compare the test, thus obtained, with other proposals in a simulation study.

Full work available at URL: https://arxiv.org/abs/1101.3306

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zbMATH Keywords

bootstrapfailure ratenonparametric testing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Reliability and life testing (62N05) Nonparametric statistical resampling methods (62G09) Testing in survival analysis and censored data (62N03)

Cites Work

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• Asymptotically minimax estimation of concave and convex distribution functions
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• Testing monotonicity of a hazard: asymptotic distribution theory
• Testing for monotone increasing hazard rate
• Nonparametric testing for a monotone hazard function via normalized spacings

Cited In (12)

• Nonparametric testing for a monotone hazard function via normalized spacings
• Transform orders and stochastic monotonicity of statistical functionals
• Nonparametric inference for NBUE distributions based on the TTT transform
• Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
• Testing monotonicity via local least concave majorants
• Properties of increasing odds rate distributions with a statistical application
• Testing departures from the increasing hazard rate property
• Confidence intervals in monotone regression
• Testing convexity of the generalised hazard function
• Testing monotonicity of a hazard: asymptotic distribution theory
• Testing for monotone increasing hazard rate
• Nonparametric inference about increasing odds rate distributions

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